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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Working papers / Department of Economics, Uppsala University"
~person:"Newey, Whitney K."
~person:"Rahbek, Anders"
~subject:"Cointegration"
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Cointegration
Estimation theory
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Stahlecker, Peter
Newey, Whitney K.
Rahbek, Anders
Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Bohn Nielsen, Heino
1
Carlini, Federico
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Christensen, Bent Jesper
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Franchi, Massimo
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Frederiksen, Per
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Gatarek, Lukasz
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Hubrich, Kirstin
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Kristensen, Dennis
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Kurita, Takamitsu
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Lasak, Katarzyna
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MacKinnon, James G.
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Nyboe Tabor, Morten
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Rossi, Eduardo
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Santucci de Magistris, Paolo
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Seo, Wonk-ki
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Seong, Dakyung
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Swensen, Anders Rygh
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Teräsvirta, Timo
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Varneskov, Rasmus Tangsgaard
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CREATES research paper
Working papers / Department of Economics, Uppsala University
Discussion papers / Department of Economics, University of Copenhagen
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Working paper / Massachusetts Institute of Technology, Department of Economics
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Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
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2010
Persistent link: https://www.econbiz.de/10008663980
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An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
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